58 citations to 10.1239/jap/1032374752 (Crossref Cited-By Service)
  1. Dan Wu, Lin Yee Hin, Nino Kordzakhia, Alexander Novikov, 2, 2017 MATRIX Annals, 2019, 579  crossref
  2. Enkelejd Hashorva, “Boundary Crossings of Brownian Motion”, Electron. Commun. Probab., 10, no. none, 2005  crossref
  3. L. Alili, P. Patie, J. L. Pedersen, “Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process1”, Stochastic Models, 21, no. 4, 2005, 967  crossref
  4. Arnold Janssen, Michael Kunz, “Brownian Type Boundary Crossing Probabilities for Piecewise Linear Boundary Functions”, Communications in Statistics - Theory and Methods, 33, no. 7, 2004, 1445  crossref
  5. Jonathan Touboul, Olivier Faugeras, “A characterization of the first hitting time of double integral processes to curved boundaries”, Advances in Applied Probability, 40, no. 2, 2008, 501  crossref
  6. Seung-Yeal Ha, Kyoung-Kuk Kim, Kiseop Lee, “A mathematical model for multi-name credit based on community flocking”, Quantitative Finance, 15, no. 5, 2015, 841  crossref
  7. Enkelejd Hashorva, Yuliya Mishura, Oleg Seleznjev, “Boundary non-crossing probabilities for fractional Brownian motion with trend”, Stochastics, 87, no. 6, 2015, 946  crossref
  8. Dobromir P. Kralchev, “Levels of crossing probability for Brownian motion”, Random Operators and Stochastic Equations, 16, no. 1, 2008  crossref
  9. Anna Glazyrina, Alexander Melnikov, “Bachelier model with stopping time and its insurance application”, Insurance: Mathematics and Economics, 93, 2020, 156  crossref
  10. Taeho Lee, “Exact simulation for the first hitting time of Brownian motion and Brownian bridge”, Statistics & Probability Letters, 193, 2023, 109654  crossref
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